Title:
Basic econometrics / Damodar N. Gujarati, Dawn C. Porter.
McGraw-Hill series : economics
Author:
Gujarati, Damodar N. Author
Porter, Dawn C.
General Notes:
Includes bibliographical references (pages 902-903) and index.
Introduction -- Nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model: the problem of estimation -- Classical normal linear regression model -- Two-variable regression: interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression model -- Multicollinearity : what happens in the regressors are correlated? -- Heteroscedasticity: what happens if the error variance is nonconstant? -- Autocorrelation: what happens if the error terms are correlated? -- Economic modeling: model specification and diagnostic testing -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting -- Appendix A : a review of some statistical concepts -- Appendix B : rudiments of matrix algebra -- Appendix C : matrix approach to linear regression model -- Appendix D : statistical tables -- Appendix E : computer output of EViews, MINITAB, Excel, and STATA -- Appendix F : economic data on the World Wide Web.
Publisher:
McGraw-Hill/Irwin,
Publication Place:
Singapore :
ISBN:
0071276254
9780071276252
Subject:
Econometrics.
Econometrics.
Models, Econometric.
Series:
McGraw-Hill series : economics
Edition:
FiFth edition., international edition.
Contents:
Introduction -- Nature of regression analysis -- Two-variable regression analysis : some basic ideas -- Two-variable regression model: the problem of estimation -- Classical normal linear regression model -- Two-variable regression: interval estimation and hypothesis testing -- Extensions of the two-variable linear regression model -- Multiple regression analysis : the problem of estimation -- Multiple regression analysis : the problem of inference -- Dummy variable regression model -- Multicollinearity : what happens in the regressors are correlated? -- Heteroscedasticity: what happens if the error variance is nonconstant? -- Autocorrelation: what happens if the error terms are correlated? -- Economic modeling: model specification and diagnostic testing -- Nonlinear regression models -- Qualitative response regression models -- Panel data regression models -- Dynamic econometric models : autoregressive and distributed-lag models -- Simultaneous-equation models -- Identification problem -- Simultaneous-equation methods -- Time series econometrics : some basic concepts -- Time series econometrics : forecasting -- Appendix A : a review of some statistical concepts -- Appendix B : rudiments of matrix algebra -- Appendix C : matrix approach to linear regression model -- Appendix D : statistical tables -- Appendix E : computer output of EViews, MINITAB, Excel, and STATA -- Appendix F : economic data on the World Wide Web.
Physical Description:
xx, 922 pages : illustrations ؛
Publication Date:
2009.
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